Non-autonomous Kato Classes And Feynman-kac Propagators
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A01=Archil Gulisashvili
A01=Jan A Van Casteren
Additive and Multiplicative Functionals
Author_Archil Gulisashvili
Author_Jan A Van Casteren
Category=PBKJ
Category=PH
Category=PHU
Differential Equations of Parabolic Type
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Feller-Dynkin Propagators
Feynman-Kac Propagators
Markov Processes
Non-Autonomous Kato Classes
Propagators
Reciprocal Markov Processes
Transition Probability Functions
Product details
- ISBN 9789812565570
- Publication Date: 17 Jul 2006
- Publisher: World Scientific Publishing Co Pte Ltd
- Publication City/Country: SG
- Product Form: Hardback
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This book provides an introduction to propagator theory. Propagators, or evolution families, are two-parameter analogues of semigroups of operators. Propagators are encountered in analysis, mathematical physics, partial differential equations, and probability theory. They are often used as mathematical models of systems evolving in a changing environment. A unifying theme of the book is the theory of Feynman-Kac propagators associated with time-dependent measures from non-autonomous Kato classes. In applications, a Feynman-Kac propagator describes the evolution of a physical system in the presence of time-dependent absorption and excitation. The book is suitable as an advanced textbook for graduate courses.
